Statistical Inference (MAE633)
Undergraduate Courses Outlines - Department of Mathematics
General
| School |
School of Science |
|---|---|
| Academic Unit |
Department of Mathematics |
| Level of Studies |
Undergraduate |
| Course Code |
ΜΑΕ633 |
| Semester |
6 |
| Course Title |
Statistical Inference |
| Independent Teaching Activities |
Lectures (Weekly Teaching Hours: 3, Credits: 6) |
| Course Type |
Special Background |
| Prerequisite Courses | - |
| Language of Instruction and Examinations |
Greek |
| Is the Course Offered to Erasmus Students |
Yes (in English, reading Course) |
| Course Website (URL) | http://users.uoi.gr/kzograf/SyllabousInferenceEnglish.pdf |
Learning Outcomes
| Learning outcomes |
The aim of the course is to present and study techniques and methods of parametric statistical inference. In particular, the interest is mainly focused on the theoretical development of the field of parameter estimation (point and interval) and the development of the theory of statistical tests for testing statistical hypotheses. Moreover, this course aims to provide the necessary tools and methods which help students to be able to draw statistical conclusions on the basis of experimental data and by utilizing these methods. At the end of the course students will have acquired the theoretical background of the parametric statistical inference methodologies. |
|---|---|
| General Competences |
|
Syllabus
Point estimation: unbiased, sufficient and efficient estimators, unbiased estimators with minimum variance, the Cramer-Rao lower bound for the variance, Lehmann-Scheffe theory, asymptotic properties of estimators, methods of estimation (method of maximum likelihood and method of moments). Interval estimation. Confidence intervals. Testing Statistical Hypothesis: the Neyman- Pearson lemma, simple and composite hypotheses, uniformly most powerful tests, likelihood ratio tests. Large sample tests. Applications.
Teaching and Learning Methods - Evaluation
| Delivery |
Classroom (face-to-face) | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Use of Information and Communications Technology | Use of ICT in communication with students | ||||||||||
| Teaching Methods |
| ||||||||||
| Student Performance Evaluation |
Final written exam in Greek (in case of Erasmus students in English) which concentrates on the solution of problems which are motivated by the main themes of the course. |
Attached Bibliography
Books in English
- Casella, G. and Berger, R. (2002). Statistical Inference. 2 Edition. Duxbury Advanced Series.
- Hogg, R. V., McKean, J. W. and Craig, A. T. (2005). Introduction to Mathematical Statistics. Pearson Education, Inc.
- Mood, A., Graybill, F. and Boes, D. (1974). Introduction to the Theory of Statistics. McGrawHill.
- Roussas, G. (2003). An Introduction to Probability and Statistical Inference. Academic Press.
Books in Greek
- Ηλιόπουλος, Γ. (2006). Βασικές Μέθοδοι Εκτίμησης Παραμέτρων. Εκδόσεις Αθ. Σταμούλης.
- Κουρούκλης, Σ. (2007). Στατιστική Ι. Πανεπιστήμιο Πατρών.
- Παπαϊωάννου, Τ. και Φερεντίνος, Κ. (2000). Μαθηματική Στατιστική. Εκδόσεις Αθ. Σταμούλης.